Economic Policy Uncertainty and Stock Return Momentum

This paper investigates the relationship between economic policy uncertainty (EPU), an index capturing newspaper coverage of policy-related issues, and momentum profits. Momentum remains an unexplained anomaly. Our findings reveal a statistically negative association between EPU and hedge momentum p...

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Bibliographic Details
Main Author: Goel, Garima (author)
Other Authors: Dash, Saumya Ranjan (author), Mata, Mário Nuno (author), Caleiro, António Bento (author), Rita, João Xavier (author), Filipe, José António (author)
Format: article
Language:eng
Published: 2021
Subjects:
momentum
economic policy uncertainty
macroeconomy
Online Access:http://hdl.handle.net/10174/29654
Country:Portugal
Oai:oai:dspace.uevora.pt:10174/29654

Internet

http://hdl.handle.net/10174/29654

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